New Frontier presents

Mastering Asset Allocation:

From Estimation to Rebalancing

March 21, 2019  |  Boston, MA
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Description:

The New Frontier Asset Allocation Master Class is a one-day seminar on the theory and practice of asset allocation, designed to cover issues of contemporary importance to the modern practitioner. Beginning with an overview of current asset allocation processes, through case studies and real world examples, the sessions will address a variety of topics, ranging from fund selection, risk and return estimation and portfolio optimization and construction, to portfolio monitoring and rebalancing and effective trading.

Robert Michaud, New Frontier’s Chief Investment Officer, will share insights gained from 15 years of experience as an institutional quantitative manager. The conference will demonstrate the application of New Frontier’s multi-patented state-of-the-art technologies in managing several types of investment mandates, including tax-exempt, tax-sensitive, and income based portfolios.

 

Featured Presenters:
Robert Michaud 
Chief Investment Officer

Robert Michaud is the co-holder of four U.S. patents in portfolio optimization and asset management and is the Chief Investment Officer at New Frontier. He holds a Masters in Mathematics from Boston University and pursued a Ph.D. in finance from the Anderson School of Management at the University of California, Los Angeles before joining New Frontier. His research interests include portfolio theory, risk models, empirical asset pricing, and international finance. He is co-author of Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation, (2nd ed. Oxford University Press, 2008) and research articles in refereed journals.

Dr. Richard Michaud 
President & Chief Executive Officer

Dr. Richard Michaud is the President and Chief Executive Officer at New Frontier. He earned a Ph.D. in Mathematics from Boston University and has taught investment management at Columbia University. He is the author of Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation (1998, 2nd ed. 2008 with Robert Michaud), a CFA Research Monograph (1999) on Global Asset Management, and numerous academic and research articles available on www.ssrn.com and www.researchgate.net.  He is co-holder of four U.S. patents in portfolio optimization and asset management, a Graham and Dodd Scroll winner for his work on optimization, a former editorial board member of the Financial Analysts Journal, associate editor of theJournal Of Investment Management, and former director of the “Q” Group.

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